海量图书期刊资源,随时随地畅享阅读乐趣
Price impacts of imperfect collateralizationShiraya, Kenichiro; Takahashi, Akihiko · International Journal of Financial Engineering · 2016
Pricing Multiasset Cross-Currency OptionsShiraya, Kenichiro; Takahashi, Akihiko · Journal of Futures Markets · 2014
Pricing Discrete Barrier Options Under Stochastic VolatilityShiraya, Kenichiro; Takahashi, Akihiko; Yamada, Toshihiro · Asia-Pacific Financial Markets · 2012
Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion ModelsShiraya, Kenichiro; Takahashi, Akihiko · Mathematics of Operations Research · 2018
Pricing Swaptions Under the Market Model of Interest Rates With Local-Stochastic Volatility ModelsShiraya, Kenichiro; Takahashi, Akihiko; Yamazaki, Akira · Wilmott · 2012
Pricing and hedging of long-term futures and forward contracts by a three-factor modelShiraya, Kenichiro; Takahashi, Akihiko · Quantitative Finance · 2012
An approximation formula for basket option prices under local stochastic volatility with jumps: An application to commodity marketsShiraya, Kenichiro; Takahashi, Akihiko · Journal of Computational and Applied Mathematics · 2016